In the photolithography process as a process for producing a micro device (electronic device, etc.) such as a semiconductor device, a liquid crystal display device and the like, an exposure apparatus which transfers a pattern formed on a mask onto a photosensitive substrate is used. This exposure apparatus includes a mask stage which is movable while holding a mask and a substrate stage which is movable while holding a substrate, and projects an image of a pattern on a mask onto a substrate while successively moving the mask stage and the substrate stage. In the production of micro device, for higher densification (integration) of the device, there has been a demand to miniaturize the pattern to be formed on the substrate. To meet this demand, higher resolution of the exposure apparatus has been desired. As one of the means for realizing such higher resolution in the exposure apparatus, a liquid immersion exposure apparatus, as disclosed in Pamphlet of International Publication No. 99/49504, has been suggested which exposes a substrate in a state that an optical path space for an exposure light beam is filled with a liquid.